+5,402.3%
AZN vs COO
+45,579.1%
-40,176.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | -1.1% | +0.5% | -1.5% | -1.1% |
| 30D | +13.8% | +14.2% | -0.3% | +12.6% |
| 3M | +17.3% | -18.2% | +35.5% | +19.0% |
| 6M | -1.7% | +5.3% | -7.1% | -2.4% |
| YTD | +1.4% | -23.6% | +24.9% | +3.3% |
| 1Y | +5.2% | -12.7% | +17.8% | +6.0% |
| 3Y | +52.6% | -24.2% | +76.8% | +54.7% |
| 5Y | +72.9% | -40.0% | +112.9% | +77.6% |
| 10Y | +333.0% | +41.6% | +291.4% | +318.0% |
| All | +5,402.3% | +45,579.1% | -40,176.8% | +4,525.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling